E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 705.25 683.50 -21.75 -3.1% 728.00
High 708.50 696.00 -12.50 -1.8% 729.75
Low 673.25 662.75 -10.50 -1.6% 662.75
Close 683.00 684.75 1.75 0.3% 684.75
Range 35.25 33.25 -2.00 -5.7% 67.00
ATR 29.86 30.10 0.24 0.8% 0.00
Volume 34,893 73,688 38,795 111.2% 192,691
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 781.00 766.00 703.00
R3 747.75 732.75 694.00
R2 714.50 714.50 690.75
R1 699.50 699.50 687.75 707.00
PP 681.25 681.25 681.25 685.00
S1 666.25 666.25 681.75 673.75
S2 648.00 648.00 678.75
S3 614.75 633.00 675.50
S4 581.50 599.75 666.50
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 893.50 856.00 721.50
R3 826.50 789.00 703.25
R2 759.50 759.50 697.00
R1 722.00 722.00 691.00 707.25
PP 692.50 692.50 692.50 685.00
S1 655.00 655.00 678.50 640.25
S2 625.50 625.50 672.50
S3 558.50 588.00 666.25
S4 491.50 521.00 648.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729.75 662.75 67.00 9.8% 34.00 5.0% 33% False True 38,538
10 782.50 662.75 119.75 17.5% 32.75 4.8% 18% False True 28,709
20 869.75 662.75 207.00 30.2% 28.50 4.2% 11% False True 17,579
40 884.75 662.75 222.00 32.4% 30.25 4.4% 10% False True 11,897
60 939.25 662.75 276.50 40.4% 28.75 4.2% 8% False True 8,305
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 837.25
2.618 783.00
1.618 749.75
1.000 729.25
0.618 716.50
HIGH 696.00
0.618 683.25
0.500 679.50
0.382 675.50
LOW 662.75
0.618 642.25
1.000 629.50
1.618 609.00
2.618 575.75
4.250 521.50
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 683.00 691.50
PP 681.25 689.25
S1 679.50 687.00

These figures are updated between 7pm and 10pm EST after a trading day.

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